+146.7%
HUM vs EPAM
+63.0%
+83.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -2.2% | +1.9% | 0.0% |
| 30D | +3.7% | +17.8% | -14.1% | +1.7% |
| 3M | +10.4% | +19.9% | -9.5% | +7.4% |
| 6M | +125.7% | -21.6% | +147.3% | +130.6% |
| YTD | +57.3% | -44.0% | +101.4% | +66.5% |
| 1Y | +48.6% | -30.5% | +79.1% | +52.7% |
| 3Y | -11.3% | -56.8% | +45.5% | -5.6% |
| 5Y | +0.8% | -81.7% | +82.5% | +18.7% |
| 10Y | +146.7% | +68.4% | +78.2% | +69.5% |
| All | +146.7% | +63.0% | +83.6% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling